Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Consumer Staples Moment Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.88% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9170 | 8.01 | |
| 0.0998 | 7.52 | |
| 0.8650 | 56.82 | |
| 0.0023 | 1.09 |
Estimation Period:
Oct 12, 2006 to Feb 6, 2026
Oct 12, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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